+56,340.4%
ORLY vs CLF
+492.0%
+55,848.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.1% |
| 7D | -1.9% | +2.3% | -4.3% | -2.3% |
| 30D | +4.5% | +1.9% | +2.5% | +3.8% |
| 3M | -2.2% | +5.9% | -8.1% | -3.5% |
| 6M | -0.9% | +16.9% | -17.8% | -3.9% |
| YTD | -0.7% | -1.1% | +0.3% | -2.9% |
| 1Y | -8.7% | +28.8% | -37.6% | -13.3% |
| 3Y | +37.7% | -20.6% | +58.3% | +31.9% |
| 5Y | +110.5% | -41.5% | +152.1% | +102.6% |
| 10Y | +416.8% | +87.5% | +329.3% | +293.5% |
| All | +56,340.4% | +492.0% | +55,848.4% | +21,995.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling